From Sahih Bukhari (Hadith 1667):
Narrated Usama bin Zaid:As soon as the Prophet (ﷺ) departed from `Arafat, he went towards the mountain pass, and there he answered the call of nature. He was asked, "O Allah's Messenger (ﷺ)! Will you offer the prayer here?" He replied, "(The place of) the prayer is ahead of you (i.e. at Al-Muzdalifa)
Reference: Bukhari 1667